I think in most circumstances you should stop at two. I wouldn't think three middle names was pretentious if there was a good reason for it - like maybe you were only having one child and you had extra people that were really important to you to honour - but for practicality if nothing else, I wouldn't recommend.

I think 3+ middles are more suiting for royal families, however if you have a legitimate reason for giving your child three middle names, I think that's alright (especially concerning mum's maiden name etc.). Two middles are great though, that's what I prefer.

I think two middles is the limit. One of my friends gave her daughter five middle names, and that was way too many! As for your favourite character being Joffrey... fine, it's your choice if you like an evil, sadistic teen king, but to name your son after him? I think that is a bad idea.